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st: Covariance matrix when explanatory variables are estimated quantities


From   "Tu Nguyen" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Covariance matrix when explanatory variables are estimated quantities
Date   Wed, 18 Feb 2009 19:21:49 -0800

Hi,

I am searching for STATA codes for estimating the covariance matrix when the explanatory variables are estimated quantities. 
Any help is appreciated!!!

Note: I know the ivreg command but it is not suitable for my task.

Thanks,
Tu
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